Quantitative Finance Meta
to customize your list.
more stack exchange communities
Start here for a quick overview of the site
Detailed answers to any questions you might have
Discuss the workings and policies of this site
tag has no wiki summary.
Applicability of PCA to get historical volatilities to calibrate interest rates trees
My question in short is as follows: can I take main principal component of historical covariance matrix and use it as historical volatilities when fitting a binomial tree? Here's more detailed ...
Jun 20 '13 at 10:28
recently active bdt questions feed
unanswered question tagged
Stack Overflow and Andela partner to provide education beyond borders
Hot Network Questions
John Nash's Mathematical Legacy
How can an assistant professor have a much higher salary than an associate professor in the same department?
Why would people know how to hand write in Star Trek?
Is there a difference between "elvish" and "elven"?
Causality and how it fits in with relativity
Can Java class files use reserved keywords as names?
Why is the variability in faculty salaries between STEM fields so high?
MovingAverage to include the average of the first and last elements in a list
Why are some generic door alarm magnetic switches built using Normally Open reed switches instead of NC type?
Strategic Voting, The Game
The Morality of Rice
"Grand grimoire effect" in photoshop
Are magical items / armor / equipment subject to the effects of environmental damage or deterioration
What word means "explicitly forbidden by the most fundamental laws"?
Species ID: Buckyball-like fungus
How to influence a command throughout the document?
Expand an encoded string
How to pick the brain of a professor with whom you have no connection
Is it a common practice for reviewers to recommend their own papers in the review?
What happens when multiple Canker Abominations enter the battlefield simultaneously?
What does "context" in "context-free grammar" refer to?
Is this Tetris puzzle solvable?
Can I have multiple OP_RETURN outputs in one transaction?
Tomorrow is Groundhog Day... For everyone. How does society respond?
more hot questions
Life / Arts
Culture / Recreation
TeX - LaTeX
Unix & Linux
Ask Different (Apple)
Geographic Information Systems
Science Fiction & Fantasy
Seasoned Advice (cooking)
Personal Finance & Money
English Language & Usage
Mi Yodeya (Judaism)
Cross Validated (stats)
Theoretical Computer Science
Meta Stack Exchange
Stack Overflow Careers
site design / logo © 2015 stack exchange inc; user contributions licensed under
cc by-sa 3.0